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how many types of synthetic securitization?

thanks!

Looks like the spreadsheet has been deleted

the file isn't there, it is showing deleted

hi, it says xls in dropbox was deleted... do you have another link? thanks alot. !!!!!!!!!!!!!! liked and subscribed !

The excel is not there at the location.

This is awesome! By the way, is the spreadsheet published online? Would love to play with it and develop some intuition

thank you !!!

Can you please share the sheet? The link says it was deleted. I’m unable to reproduce certain Inputs

A great video really solves many of my doubts

Hi im preparing for FRM, how to get study material for "bionic turtle " n FRM level 2 round??can u send me ur email? How do i get PDF download n ur tutorials on this??

The audio does not work for me

So you borrow money using a zero coupon bond multiplied by the strike. But how do you buy the shares when exercise / expiry if the share are worth more than the strike value that you borrowed? That part isn’t clear to me.

thanks

Thankyou for this insight as i here in Australia fell victim to a bank namely the ANZ via one of its agent iniciators Australian Wheat Board (AWB oil for food). ANZ as the ultimate beneficiary both bought and sold CDS on this lending structure then in 2009 created a massive swath of defaults by means of loan book restructure in actual fact potentially defaultig and liquidating 45% of the engaged tranches being 4,500 clients. Being mainly farmers the base asset (farmland) was added onto the super tranches at minimal cost as in liquidation (fire sale). I would like to forensically pick this apart as it not only invoved myself but wider corruption being AWB/ANZ and the Oil For Food scandal.

Thank you. That was crystal clear

Can I use GARCH (1,1) for portfolio returns, or GARCH (1,1) just applicable for a single security returns?

4:28 Why is the CDS „expensive“ when it's trading at only 2% and the other way around in a Positive basis trad?

hi David, thank you very much. Is it possible for you to re-upload the excel file? I think it has been deleted from Dropbox since. I would love to know, how you created the portfolio possibilities curve. Thank you!

Thank you

isn't it too much work and money for one little call premium?

the train is very cute! it made clearer.

AWESOMEEE

Great explainer, thank you!

How does the number is discounted to 4.367? Whats the step of the calculation?

Thank You!!

In a chooser option, where T1 would be the buy CALL or buy PUT, does the final value of the option remain the same? $ 10.890?

Excellent video, thanks a lot.. I have one doubt.. Is it possible to neutralize Gamma of a portfolio, using only SPY? In other words, how to calculate total Gamma of a portfolio, like we do with Delta-Beta (weighted Delta or Delta Dollars). Or in case of Gamma is only possible to neutralize individualy per underline position? What about Vega?

What's a calculator? 😅

Wouldn’t it be better for the writer of the options to only start hedging IF the price of the stock bridges the strike price? Because (assuming European style options) as long as the options ends up OTM then the options will expire worthless and all that unnecessary hedging won’t eat away the premium.

why in H27 you didn't do, to actualize, 5.000/((1+libor)^0.5)?

Very Great video. Thanks!

Thank you sooooo much for your help and all the excellently well organized lectures. You’re literally my best F&O TEACHER on RUclips!!!!! Thank you 🙏

Thanks for the wonderful explanation. Could you please Re-share the Excel link as on Dropbox it's deleted.

one of the best explanations!! thank you so much !!!

Super useful before exam!! 🎉 🎉

Nice explanation, as always. How about duration?

save mt life turtle man <3

16 year old video has the most coherent explaination of basis. Thanks!

In what situation would one use a par rate vs spot rate in their analysis or valuation of bonds/fixed-income securities?

This model seems to have a problem with the yield curves of 2024. Interpolation visually seems to be linear. Totally missing the inversion between 20 year and 30 year, and all years between 11 and 20. Good in the early years though.

What's the difference btw the 2 super senior tranches?

Why dont use boostraping for calculating forward rates?

if I have a negative NPV is this better for my US currency or worse : because the only way to get a negative NPV would be if we are paying a higher amount and receiving a lower amount giving me a negative premium. However other sources state that a negative premium/NPV value is in fact better for us as this means your premium as a cost will decrease by that much and therefore save you money. All in all my question is what does a negative NPV value mean good or bad for the US ? thank you

Gr8 Summary .. difficult concept but now getting it

Which version of John Hull's book do you use for this example?

Are all the returns log returns?

thank you so much

IIMB!!!!

the excel u use are immaculate ong